-69.2%
CPNG vs A
+49.1%
-118.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -6.8% | -0.5% | -6.3% | -6.5% |
| 30D | +5.5% | 0.0% | +5.5% | +5.4% |
| 3M | -6.8% | +16.7% | -23.5% | -13.6% |
| 6M | -4.8% | +54.8% | -59.7% | -24.4% |
| YTD | -35.6% | +28.8% | -64.4% | -44.0% |
| 1Y | -46.8% | +19.3% | -66.1% | -51.8% |
| 3Y | -0.8% | +65.5% | -66.3% | -32.7% |
| 5Y | -42.9% | +12.1% | -54.9% | -53.4% |
| All | -69.2% | +49.1% | -118.2% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling